+471.7%
SMH vs CRBG
+117.3%
+354.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | 0.0% | +0.9% |
| 7D | +0.3% | +0.6% | -0.3% | 0.0% |
| 30D | -2.8% | +2.6% | -5.4% | -4.0% |
| 3M | -6.7% | +24.0% | -30.7% | -15.1% |
| 6M | +41.8% | +50.5% | -8.7% | +18.0% |
| YTD | +57.9% | +17.1% | +40.7% | +45.3% |
| 1Y | +87.6% | +5.9% | +81.8% | +79.7% |
| 3Y | +282.9% | +122.7% | +160.2% | +170.8% |
| All | +471.7% | +117.3% | +354.4% | +321.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRBG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling